Footprint clusters render order flow inside each bar of the chart. A cluster is a vertical stack of rows, one row for every price step covered by the bar range, and each row carries aggregated trade data for the Bid and the Ask side of the tape. The active cluster mode selects which metric is printed inside each row and how the surrounding rectangle is scaled. This page documents the available modes, the row geometry, the colour rules and the summary line that sits under the cluster.
01 Cluster row layout
A cluster is drawn from the highest traded price of the bar down to the lowest traded price. Every price step inside that range receives one row. Each row holds up to three value columns: the Bid column, the Ask column and one optional metric column. Column widths are distributed proportionally, so a cluster with wide value ranges shows wide columns and a quiet cluster collapses into narrow strips. Row height follows the chart tick spacing and stays fixed until the cluster is collapsed into a single bar.
- Bid column — volume traded at the bid, treated as sell-side aggression.
- Ask column — volume traded at the ask, treated as ask-side aggression.
- Metric column — the value selected by the active cluster mode.
Price steps with no activity are still printed for continuity on the price axis, but they remain empty. The column header above the cluster can display total bar volume, bar delta and the number of trades counted in the bar.
02 Price-step grouping
Grouping controls how many ticks are merged into a single printed row. With a one-tick group and a 0.25 price step, a bar that spans two points prints eight rows. With a four-tick group the same bar prints two rows, and the volumes of the merged ticks are summed before they are printed. Grouping is useful when the instrument has a very small tick and the cluster would otherwise become unreadable at normal zoom.
- Tick group
- Number of consecutive price steps merged into one printed row. Range 1 to 16.
- Price step
- Minimum price increment of the instrument, for example 0.25 for an index contract or 0.00001 for a currency pair.
- Row value
- Sum of the grouped tick volumes, or the sum of their deltas, depending on the active mode.
03 Per-row metrics
The metric column is what distinguishes one mode from another. The table below lists the modes that ship with the cluster renderer together with the value printed in each row.
| Mode | Row metric |
|---|---|
| Bid x Ask | two columns, no third value |
| Volume | bid volume + ask volume |
| Delta | ask volume minus bid volume |
| Delta + Volume | delta and volume side by side |
| Summary | one row per bar |
| Diagonal Imbalance | ratio of a row against diagonal neighbours |
| Imbalance | ratio of bid against ask inside one row |
| Trades-only | trade count per row |
Delta is signed. A row with more ask volume than bid volume prints a positive number; a row dominated by bid volume prints a negative number. Diagonal imbalance compares a row with the rows one step above and one step below, which makes it sensitive to short bursts that a plain imbalance test would miss.
04 Colour rules
Cluster colouring follows the sign and the relative size of the row metric. Two independent rules can be combined: a sign rule and an intensity rule.
- The sign rule paints the whole row one hue when the value is positive and the opposite hue when the value is negative.
- The intensity rule scales the row background towards a stronger shade as the value approaches the maximum row value of the visible window.
- A neutral band around zero can be left uncoloured so that small flicker is not highlighted.
Colour thresholds are stored per chart template and are not shared between templates unless the template is explicitly copied. Contrast should be checked against the chart background, because a saturated fill on a dark background can hide the printed numbers.
05 Cluster width scaling
Width scaling decides how much horizontal space the cluster may occupy. In fixed mode every cluster is the same number of pixels wide and the value columns are compressed to fit. In value-scaled mode the rectangle grows with the maximum row value relative to the largest value on screen. A common setup uses a minimum width of 120 px and a maximum of 320 px, with scaling clamped between them so that very large and very small clusters both remain legible.
06 Summary rows
The summary mode removes the per-price rows and prints a single row per bar. It suits slow timeframes where the individual rows would be too thin to read. The summary row reports bar delta, bar volume and trade count in three columns, and the cluster height is fixed rather than derived from the price range. A horizontal divider can be added under the summary row to separate consecutive bars.
